Analysis and simulation of stock price in a stochastic volatility model with jumps (Q2990565)
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scientific article; zbMATH DE number 6613020
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| English | Analysis and simulation of stock price in a stochastic volatility model with jumps |
scientific article; zbMATH DE number 6613020 |
Statements
10 August 2016
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stochastic volatility
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compound Poisson process
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CIR process
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Monte Carlo exact simulation
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0.7875798940658569
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0.7852606773376465
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0.7793166637420654
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0.772956132888794
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